NYMEX Natural Gas Future January 2013


Trading Metrics calculated at close of trading on 01-Jun-2012
Day Change Summary
Previous Current
31-May-2012 01-Jun-2012 Change Change % Previous Week
Open 3.247 3.271 0.024 0.7% 3.380
High 3.363 3.278 -0.085 -2.5% 3.405
Low 3.229 3.228 -0.001 0.0% 3.228
Close 3.305 3.244 -0.061 -1.8% 3.244
Range 0.134 0.050 -0.084 -62.7% 0.177
ATR 0.091 0.090 -0.001 -1.1% 0.000
Volume 15,054 22,058 7,004 46.5% 63,290
Daily Pivots for day following 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 3.400 3.372 3.272
R3 3.350 3.322 3.258
R2 3.300 3.300 3.253
R1 3.272 3.272 3.249 3.261
PP 3.250 3.250 3.250 3.245
S1 3.222 3.222 3.239 3.211
S2 3.200 3.200 3.235
S3 3.150 3.172 3.230
S4 3.100 3.122 3.217
Weekly Pivots for week ending 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 3.823 3.711 3.341
R3 3.646 3.534 3.293
R2 3.469 3.469 3.276
R1 3.357 3.357 3.260 3.325
PP 3.292 3.292 3.292 3.276
S1 3.180 3.180 3.228 3.148
S2 3.115 3.115 3.212
S3 2.938 3.003 3.195
S4 2.761 2.826 3.147
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.471 3.228 0.243 7.5% 0.090 2.8% 7% False True 16,411
10 3.620 3.228 0.392 12.1% 0.089 2.7% 4% False True 19,590
20 3.620 3.228 0.392 12.1% 0.089 2.7% 4% False True 16,099
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.011
Narrowest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 3.491
2.618 3.409
1.618 3.359
1.000 3.328
0.618 3.309
HIGH 3.278
0.618 3.259
0.500 3.253
0.382 3.247
LOW 3.228
0.618 3.197
1.000 3.178
1.618 3.147
2.618 3.097
4.250 3.016
Fisher Pivots for day following 01-Jun-2012
Pivot 1 day 3 day
R1 3.253 3.296
PP 3.250 3.278
S1 3.247 3.261

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols